Filming The Heat wasn't all fun and games for one of Melissa McCarthy's costars.

As Michael McDonald explains, on-screen injuries weren't the only ones sustained during the filming process.

"I could have sworn my nose was broken," the actor, 48, who plays Julian, told PEOPLE at Sunday's New York City premiere of the crime comedy.

Referring to the use of a real phone book to film a phone book throwing scene, he said, "When we rehearsed it, [Melissa] was six feet away, but when we shot it, she was like two feet away. So she threw it and it was like, 'Boom!' It came so hard and so fast."

But McDonald acknowledges he is mostly to blame for the painful incident.

"First they had a prop phone book and they were showing it to me and they were like, 'You know, we don't want to hurt you,' " he said. "I said, 'This prop phone book looks fake and it looks like it would hurt. Let's just use a real phone book. And Melissa was like, 'I don't know.' I said, 'It will be fine.' "

McDonald insists McCarthy, 42, tried to rehearse throwing the book before filming the scene.

"I said, 'Why rehearse it? Just throw it,' " McDonald says. "She was really worried about hurting me and I said, 'Really. It will be fine. If it hits me in the face, I'll dodge it.' "

After the incident, "Everyone, including Melissa and me, was thinking that my nose was broken," he says. "We weren't sure. And all I could think of was, 'Nobody break. Nobody laugh. Because I only want to do this once.' "

"She was like, ‘Oh, my god!' " McDonald recalls. "She ran over so fast to see if I was all right that she slid on the phone book on the floor and then everybody just ran to Melissa, of course."

Added McDonald, with a laugh, "So there you have it. I knew where I stood. I knew where I ranked."